RTM vs. VPU
Compare and contrast key facts about Invesco S&P 500® Equal Weight Materials ETF (RTM) and Vanguard Utilities ETF (VPU).
RTM and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTM is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Materials -SEC. It was launched on Nov 1, 2006. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. Both RTM and VPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTM or VPU.
Key characteristics
| RTM | VPU | |
|---|---|---|
| YTD Return | 7.72% | 26.77% |
| 1Y Return | 21.85% | 36.66% |
| 3Y Return (Ann) | 1.89% | 8.55% |
| 5Y Return (Ann) | 11.86% | 7.50% |
| 10Y Return (Ann) | 9.19% | 9.15% |
| Sharpe Ratio | 1.38 | 2.21 |
| Sortino Ratio | 1.99 | 3.08 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 0.35 | 1.67 |
| Martin Ratio | 6.85 | 11.25 |
| Ulcer Index | 3.12% | 3.12% |
| Daily Std Dev | 15.49% | 15.83% |
| Max Drawdown | -84.51% | -46.31% |
| Current Drawdown | -51.95% | -4.18% |
Correlation
The correlation between RTM and VPU is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RTM vs. VPU - Performance Comparison
In the year-to-date period, RTM achieves a 7.72% return, which is significantly lower than VPU's 26.77% return. Both investments have delivered pretty close results over the past 10 years, with RTM having a 9.19% annualized return and VPU not far behind at 9.15%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RTM vs. VPU - Expense Ratio Comparison
RTM has a 0.40% expense ratio, which is higher than VPU's 0.10% expense ratio.
Risk-Adjusted Performance
RTM vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Materials ETF (RTM) and Vanguard Utilities ETF (VPU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
RTM vs. VPU - Dividend Comparison
RTM's dividend yield for the trailing twelve months is around 1.90%, less than VPU's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTM Invesco S&P 500® Equal Weight Materials ETF | 1.90% | 2.05% | 2.19% | 1.43% | 1.57% | 1.81% | 0.37% | 0.00% | 0.00% | 0.00% | 1.45% | 1.36% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
RTM vs. VPU - Drawdown Comparison
The maximum RTM drawdown since its inception was -84.51%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for RTM and VPU. For additional features, visit the drawdowns tool.
Volatility
RTM vs. VPU - Volatility Comparison
The current volatility for Invesco S&P 500® Equal Weight Materials ETF (RTM) is 3.92%, while Vanguard Utilities ETF (VPU) has a volatility of 5.37%. This indicates that RTM experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.